Quantifying Forward Guidance and Yield Curve Control
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DOI: 10.29338/wp2024-08
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References listed on IDEAS
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More about this item
Keywords
forward guidance; effective lower bound (ELB); liftoff; term structure; shadow rate; macro finance; unspanned macro factors; yield curve control; Japan;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-11-25 (Banking)
- NEP-CBA-2024-11-25 (Central Banking)
- NEP-HIS-2024-11-25 (Business, Economic and Financial History)
- NEP-MON-2024-11-25 (Monetary Economics)
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